Graph
Data
|
|
|
|
|
S0
|
100
|
|
|
Drift
|
-0.25
|
|
|
Volatility
|
0.3
|
|
|
Time-step
|
0.01
|
|
|
|
|
|
|
Time
|
Price
|
Random Normal Variable
|
|
0
|
100
|
0.43473085682429
|
|
0.01
|
95.7267803973575
|
-1.34107320088083
|
|
0.02
|
97.0990917042946
|
0.56119031380792
|
|
0.03
|
95.5140281636113
|
-0.460806168167
|
|
0.04
|
92.8628466980453
|
-0.84189950646994
|
|
0.05
|
91.2764869154901
|
-0.48609417506998
|
|
0.06
|
96.4569636781928
|
1.97519578983475
|
|
0.07
|
95.2240748391226
|
-0.34272501505906
|
|
0.08
|
97.995413241434
|
1.05344458828418
|
|
0.09
|
98.4700239702989
|
0.24477311000789
|
|
0.1
|
94.8597085974749
|
-1.13880352526128
|
|
0.11
|
92.9612197618649
|
-0.58378827311745
|
|
0.12
|
88.2796337189447
|
-1.59535449474269
|
|
0.13
|
88.8554646717849
|
0.30076021070104
|
|
0.14
|
86.5107147645797
|
-0.7962786357096
|
|
0.15
|
87.1354880879132
|
0.32406394688938
|
|
0.16
|
84.2788327549255
|
-1.00946876742327
|
|
0.17
|
81.9784749725886
|
-0.82648696481362
|
|
0.18
|
79.3248621379684
|
-0.99565430559975
|
|
0.19
|
73.9905455072537
|
-2.15821552744997
|
|
0.2
|
75.0183432725739
|
0.54636445813175
|
|
0.21
|
73.7685277118739
|
-0.47200442637471
|
|
0.22
|
74.4062491334774
|
0.37149661081047
|
|
0.23
|
74.254751600581
|
0.0154637951961
|
|
0.24
|
79.0854528874509
|
2.25185955903735
|
|
0.25
|
81.183983352356
|
0.9678324787879
|
|
0.26
|
81.1155440693076
|
0.05523284675033
|
|
0.27
|
79.259437021005
|
-0.6794086990761
|
|
0.28
|
81.1801689666735
|
0.89111598477943
|
|
0.29
|
82.9639456831879
|
0.81576866379218
|
|
0.3
|
76.9393041721306
|
-2.33725288696023
|
|
0.31
|
80.0547108176832
|
1.43305814956975
|
|
0.32
|
79.8484120263911
|
-0.00256575125725
|
|
0.33
|
76.0170528275626
|
-1.51609701290918
|
|
0.34
|
77.7590169789644
|
0.84718130630209
|
|
0.35
|
76.3544598937582
|
-0.51876493546984
|
|
0.36
|
68.4292609348371
|
-3.37649467145228
|
|
0.37
|
67.4390965887124
|
-0.3989965611191
|
|
0.38
|
70.1327090870082
|
1.41471361299672
|
|
0.39
|
70.158329182083
|
0.09551029298993
|
|
0.4
|
72.4461784723002
|
1.17032676513695
|
|
0.41
|
72.1816230701025
|
-0.03839169885677
|
|
0.42
|
72.8682186893018
|
0.40040185668517
|
|
0.43
|
70.1454884628258
|
-1.16217089125658
|
|
0.44
|
69.4282843110556
|
-0.25748409602529
|
|
0.45
|
68.4710448100129
|
-0.37624857459825
|
|
0.46
|
67.1411782380703
|
-0.56407734740654
|
|
0.47
|
66.7060713113343
|
-0.13268259914116
|
|
0.48
|
65.7600739692256
|
-0.38938592770337
|
|
0.49
|
65.5163561323158
|
-0.04020557723411
|
|
0.5
|
62.1675624102868
|
-1.62046193231805
|
|
